Author:
Gugushvili Shota,Spreij Peter
Publisher
Springer Science and Business Media LLC
Reference26 articles.
1. L. Birgé, Robust testing for independent nonidentically distributed variables and Markov chains, in Specifying Statistical Models (Louvain-la-Neuve, 1981), Lect. Notes Stat., Vol. 16, Springer, New York, 1983, pp. 134–162.
2. F. Comte, V. Genon-Catalot, and Y. Rozenholc, Penalized nonparametric mean square estimation of the coefficients of diffusion processes, Bernoulli, 13:514–543, 2007.
3. A. Dalalyan and M. Reiß, Asymptotic statistical equivalence for ergodic diffusions: The multidimensional case, Probab. Theory Relat. Fields, 137:25–47, 2007.
4. P. Diaconis and D. Freedman, On the consistency of Bayes estimates. With a discussion and a rejoinder by the authors, Ann. Stat., 14:1–67, 1986.
5. R.M. Dudley, Real Analysis and Probability, Cambridge Stud. Adv. Math., Vol. 74, Cambridge Univ. Press, Cambridge, 2002. Revised reprint of the 1989 original.
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献